IAC vs. ITT

In the year-to-date period, IAC achieves a -1.95% return, which is significantly lower than ITT's 5.81% return. Over the past 10 years, IAC has underperformed ITT with an annualized return of 12.38%, while ITT has yielded a comparatively higher 16.61% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for IAC/InterActiveCorp (IAC) and ITT Inc. (ITT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current IAC Sharpe Ratio is -0.38, which is lower than the ITT Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of IAC and ITT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

IAC has not paid dividends to shareholders, while ITT's dividend yield for the trailing twelve months is around 0.84%.

The maximum IAC drawdown since its inception was -76.48%, which is greater than ITT's maximum drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for IAC and ITT. For additional features, visit the drawdowns tool.

IAC/InterActiveCorp (IAC) and ITT Inc. (ITT) have volatilities of 7.33% and 7.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between IAC/InterActiveCorp and ITT Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.